Search Results - subject:"Extreme volatility"

Features of different asset types and extreme risk transmission during the COVID-19 crisis

Tsai, I-Chun - In: Financial innovation : FIN 10 (2024), pp. 1-42

regulations and policies, and vaccination-related vari‑ ables) on the risk of extreme volatility in asset returns across eight …. Virtual and commodity assets do not exhibit extreme volatility induced by the COVID-19 pandemic. The energy market, including …

Persistent link: https://www.econbiz.de/10014535431

Bitcoin flash crash on May 19, 2021: What did really happen on Binance?

Baumgartner, Tim; Güttler, André - 2022

Bitcoin plunged by 30% on May 19, 2021. We examine the outage the largest crypto exchange Binance experienced during the crash, when it halted trading for retail clients and stopped providing transaction data. We find evidence that Binance back-filled these missing transactions with data that...

Persistent link: https://www.econbiz.de/10013446638

Bitcoin flash crash on May 19, 2021 : what did really happen on Binance?

Baumgartner, Tim; Güttler, André - Leibniz-Institut für Wirtschaftsforschung Halle - 2022

Persistent link: https://www.econbiz.de/10013435273

Testing for extreme volatility transmission with realized volatility measures

Boucher, Christophe; Truchis, Gilles de; Dumitrescu, … - 2017

Persistent link: https://www.econbiz.de/10011738966